Details about Thomas Lubik
Access statistics for papers by Thomas Lubik.
Last updated 2023-03-10. Update your information in the RePEc Author Service.
Short-id: plu38
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Working Papers
2024
- The Changing Nature of Technology Shocks
Working Paper, Federal Reserve Bank of Richmond 
2023
- Averaging Impulse Responses Using Prediction Pools
Working Paper, Federal Reserve Bank of Richmond
2022
- Searching for Hysteresis
Working Paper, Federal Reserve Bank of Richmond View citations (1)
Also in Working Paper, Federal Reserve Bank of Richmond (2021) View citations (1)
2020
- How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters
Working Paper, Federal Reserve Bank of Richmond View citations (3)
- Is There News in Inventories?
Working Paper, Federal Reserve Bank of Richmond View citations (2)
- Monetary Policy Tradeoffs and the Federal Reserve's Dual Mandate
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
2019
- Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
Working Paper, Federal Reserve Bank of Richmond View citations (5)
- Indeterminacy and Imperfect Information
Working Paper, Federal Reserve Bank of Richmond View citations (2)
See also Journal Article Indeterminacy and Imperfect Information, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)
- What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs
Working Paper, Federal Reserve Bank of Richmond View citations (2)
2017
- Global Dynamics in a Search and Matching Model of the Labor Market
Working Paper, Federal Reserve Bank of Richmond
- Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan
Working Paper, Federal Reserve Bank of Richmond
2014
- Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
Working Paper, Federal Reserve Bank of Richmond View citations (6)
- Modeling Labor Markets in Macroeconomics: Search and Matching
Working Paper, Federal Reserve Bank of Richmond View citations (3)
- What Inventory Behavior Tells Us About How Business Cycles Have Changed
Working Paper, Federal Reserve Bank of Richmond View citations (2)
2013
- The shifting and twisting Beveridge curve: an aggregate perspective
Working Paper, Federal Reserve Bank of Richmond View citations (7)
- The time-varying Beveridge curve
Working Paper, Federal Reserve Bank of Richmond View citations (1)
2012
- Sales, inventories, and real interest rates: a century of stylized facts
Working Paper, Federal Reserve Bank of Richmond View citations (7)
2011
- Aggregate labor market dynamics in Hong Kong
Working Paper, Federal Reserve Bank of Richmond View citations (2)
- Deep Habits in the New Keynesian Phillips Curve
Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (1)
Also in Working Paper, Federal Reserve Bank of Richmond (2011) View citations (1)
2010
- Instability and indeterminacy in a simple search and matching model
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (16)
See also Journal Article Instability and indeterminacy in a simple search and matching model, Economic Quarterly, Federal Reserve Bank of Richmond (2010) View citations (8) (2010)
- Inventories, Inflation Dynamics and the New Keynesian Phillips Curve
Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (8)
Also in Working Paper, Federal Reserve Bank of Richmond (2010) View citations (1)
- On-the-job search and the cyclical dynamics of the labor market
Working Paper, Federal Reserve Bank of Richmond View citations (6)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (26)
Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (2)
2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (2)
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2004) View citations (23)
2009
- Inventories and Optimal Monetary Policy
School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (7)
Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2009) View citations (7)
See also Journal Article Inventories and optimal monetary policy, Economic Quarterly, Federal Reserve Bank of Richmond (2009) View citations (6) (2009)
2008
- Inflation Dynamics with Search Frictions: A Structural Econometric Analysis
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (120)
Also in Working Paper, Federal Reserve Bank of Richmond (2008) View citations (86)
See also Journal Article Inflation dynamics with search frictions: A structural econometric analysis, Journal of Monetary Economics, Elsevier (2008) View citations (114) (2008)
2007
- Does intra-firm bargaining matter for business cycle dynamics?
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (22)
See also Journal Article Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?, Economic Quarterly, Federal Reserve Bank of Richmond (2013) View citations (11) (2013)
2006
- The Empirical Relevance of the Lucas Critique
Computing in Economics and Finance 2006, Society for Computational Economics
- The Lucas critique and the stability of empirical models
Working Paper, Federal Reserve Bank of Richmond View citations (11)
See also Journal Article The Lucas critique and the stability of empirical models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (29) (2010)
2005
- A Bayesian Look at New Open Economy Macroeconomics
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (395)
See also Chapter A Bayesian Look at New Open Economy Macroeconomics, NBER Chapters, National Bureau of Economic Research, Inc (2006) View citations (153) (2006)
- A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (5)
See also Journal Article A simple, structural, and empirical model of the antipodean transmission mechanism, New Zealand Economic Papers, Taylor & Francis Journals (2006) View citations (1) (2006)
- Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
- Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation
Computing in Economics and Finance 2005, Society for Computational Economics View citations (8)
- Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (43)
- Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
Computing in Economics and Finance 2005, Society for Computational Economics
- Persistence, Propagation and On-the-Job Search
Computing in Economics and Finance 2005, Society for Computational Economics
2004
- A Note on Instability and Indeterminacy in Search and Matching Models
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (8)
- How Large Are Returns to Scale in the U.S.? A View Across the Boundary
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (1)
Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (1)
See also Journal Article How Large Are Returns to Scale in the U.S.? A View Across the Boundary, Economic Quarterly, Federal Reserve Bank of Richmond (2016) View citations (2) (2016)
- Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
- On-the-Job Search and Business Cycle Dynamics
Econometric Society 2004 North American Summer Meetings, Econometric Society
Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)
2003
- An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (12)
See also Journal Article An inventory of simple monetary policy rules in a New Keynesian macroeconomic model, International Review of Economics & Finance, Elsevier (2007) View citations (36) (2007)
- Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (79)
See also Journal Article Do central banks respond to exchange rate movements? A structural investigation, Journal of Monetary Economics, Elsevier (2007) View citations (411) (2007)
- Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach
Computing in Economics and Finance 2003, Society for Computational Economics View citations (3)
- Industrial Structure and Monetary Policy in a Small Open Economy
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (5)
- Investment Spending,Equilibrium Indeterminacy and the Interactions of Monetary and Fiscal Policy
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (6)
- Real Wage Dynamics in a Monetary Business Cycle Model with Search Frictions
Computing in Economics and Finance 2003, Society for Computational Economics
- Testing for Indeterminacy:An Application to U.S. Monetary Policy
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (9)
See also Journal Article Testing for Indeterminacy: An Application to U.S. Monetary Policy, American Economic Review, American Economic Association (2004) View citations (971) (2004)
- The (Ir)relevance of Real Wage Rigidity in the New Keynesian Model with Search Frictions
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (47)
See also Journal Article The (ir)relevance of real wage rigidity in the New Keynesian model with search frictions, Journal of Monetary Economics, Elsevier (2007) View citations (424) (2007)
2002
- Computing Sunspots in Linear Rational Expectations Models
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (1)
- Testing for Indeterminacy in Linear Rational Expectations Models
Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
2000
- International Comovement Revisited: The Role of Non-Traded Goods and Price Stickiness
Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
Journal Articles
2025
- Sentiment About Business Debt as a Leading Economic Indicator
Richmond Fed Economic Brief, 2025, 25, (09)
2024
- Examining the Differences in r* Estimates
Richmond Fed Economic Brief, 2024, 24, (36)
- Stargazing: Estimating r* in Other Countries
Richmond Fed Economic Brief, 2024, 24, (10)
- When Economists Navigate by the Stars
Econ Focus, 2024, 24, (1Q/2Q), 32
2023
- Indeterminacy and Imperfect Information
Review of Economic Dynamics, 2023, 49, 37-57 View citations (1)
See also Working Paper Indeterminacy and Imperfect Information, Working Paper (2019) View citations (2) (2019)
- The Stars Our Destination: An Update for Our R* Model
Richmond Fed Economic Brief, 2023, 23, (32) View citations (1)
2022
- Analyzing Fiscal Policy Matters More Than Ever: The Fiscal Theory of the Price Level and Inflation
Richmond Fed Economic Brief, 2022, 22, (39) View citations (1)
- How Expectations About Future Productivity Drive Inventories
Richmond Fed Economic Brief, 2022, 22, (03)
2021
- MMT and Government Finance: You Can't Always Get What You Want
Richmond Fed Economic Brief, 2021, 21, (12) View citations (1)
- Revisiting the Beveridge Curve: Why Has It Shifted so Dramatically?
Richmond Fed Economic Brief, 2021, 21, (36) View citations (3)
- Seek and Ye Shall Not Find: The Absence of Hysteresis in U.S. Macroeconomic Data
Richmond Fed Economic Brief, 2021, 21, (04)
2020
- COVID-19 over Time and across States: Predictions from a Statistical Model
Richmond Fed Economic Brief, 2020, 20, (10)
- Public and Private Debt after the Pandemic and Policy Normalization
Richmond Fed Economic Brief, 2020, (20-06), 6 View citations (1)
2019
- A Closer Look at Japan's Rising Consumption Tax
Richmond Fed Economic Brief, 2019, (October)
- How Likely Is the Zero Lower Bound?
Economic Quarterly, 2019, (1Q), 41-54 View citations (2)
- Moving Macroeconomic Analysis beyond Business Cycles
Richmond Fed Economic Brief, 2019, (April), 1-8
2018
- How Likely Is a Return to the Zero Lower Bound?
Richmond Fed Economic Brief, 2018, (September) View citations (1)
2017
- Should We Worry about Trade Imbalances?
Richmond Fed Economic Brief, 2017, (October) View citations (1)
2016
- Beveridge Curve Shifts and Time-Varying Parameter VARs
Economic Quarterly, 2016, (3Q), 197-226 View citations (10)
- How Large Are Returns to Scale in the U.S.? A View Across the Boundary
Economic Quarterly, 2016, (1Q), 79-103 View citations (2)
See also Working Paper How Large Are Returns to Scale in the U.S.? A View Across the Boundary, Econometric Society 2004 North American Summer Meetings (2004) View citations (1) (2004)
- The Burns Disinflation of 1974
Richmond Fed Economic Brief, 2016, (November)
- Using Inventories to Help Explain Post-1984 Business Cycles
Richmond Fed Economic Brief, 2016, (June)
2015
- Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches
Richmond Fed Economic Brief, 2015, (Oct) View citations (83)
- How Should the Fed Interpret Slow Wage Growth?
Richmond Fed Economic Brief, 2015, (February) View citations (2)
- The Rise in Long-Term Unemployment: Potential Causes and Implications
Economic Quarterly, 2015, (2Q), 125-149 View citations (1)
- Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
Economic Quarterly, 2015, (4Q), 323-352 View citations (18)
2014
- Putting the Beveridge Curve Back to Work
Richmond Fed Economic Brief, 2014, (Sept) View citations (2)
2013
- Does Intra-Firm Bargaining Matter for Business Cycle Dynamics?
Economic Quarterly, 2013, (3Q), 229-250 View citations (11)
See also Working Paper Does intra-firm bargaining matter for business cycle dynamics?, Discussion Paper Series 1: Economic Studies (2007) View citations (22) (2007)
- Is Fiscal Austerity Good for the Economy?
Richmond Fed Economic Brief, 2013, (Sept) View citations (1)
2012
- Exchange rate volatility in a simple model of firm entry and FDI
Economic Quarterly, 2012, 98, (1Q), 51-76 View citations (3)
- TARGET2: symptom, not cause, of eurozone woes
Richmond Fed Economic Brief, 2012, (Aug) View citations (1)
2011
- Accounting for the non-employment of U.S. men, 1968-2010
Economic Quarterly, 2011, 97, (4Q), 359-387
- Monetary policy with unknown natural rates
Richmond Fed Economic Brief, 2011, (Jul)
- Potential causes and implications of the rise in long-term unemployment
Richmond Fed Economic Brief, 2011, (Sep)
2010
- Instability and indeterminacy in a simple search and matching model
Economic Quarterly, 2010, 96, (3Q), 259-272 View citations (8)
See also Working Paper Instability and indeterminacy in a simple search and matching model, Discussion Paper Series 1: Economic Studies (2010) View citations (16) (2010)
- Is the output gap a faulty gauge for monetary policy?
Richmond Fed Economic Brief, 2010, (Jan) View citations (4)
- The Lucas critique and the stability of empirical models
Journal of Applied Econometrics, 2010, 25, (1), 177-194 View citations (29)
See also Working Paper The Lucas critique and the stability of empirical models, Working Paper (2006) View citations (11) (2006)
2009
- Estimating a search and matching model of the aggregate labor market
Economic Quarterly, 2009, 95, (Spr), 101-120 View citations (20)
- Inventories and optimal monetary policy
Economic Quarterly, 2009, 95, (Fall), 357-382 View citations (6)
See also Working Paper Inventories and Optimal Monetary Policy, School of Economics and Public Policy Working Papers (2009) View citations (7) (2009)
2008
- Do search frictions matter for inflation dynamics?
European Economic Review, 2008, 52, (8), 1464-1479 View citations (13)
- Inflation dynamics with search frictions: A structural econometric analysis
Journal of Monetary Economics, 2008, 55, (5), 892-916 View citations (114)
See also Working Paper Inflation Dynamics with Search Frictions: A Structural Econometric Analysis, CEPR Discussion Papers (2008) View citations (120) (2008)
2007
- An inventory of simple monetary policy rules in a New Keynesian macroeconomic model
International Review of Economics & Finance, 2007, 16, (1), 15-36 View citations (36)
See also Working Paper An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model, Economics Working Paper Archive (2003) View citations (12) (2003)
- Do central banks respond to exchange rate movements? A structural investigation
Journal of Monetary Economics, 2007, 54, (4), 1069-1087 View citations (411)
See also Working Paper Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation, Economics Working Paper Archive (2003) View citations (79) (2003)
- Non-stationarity and instability in small open-economy models even when they are \\"closed\\"
Economic Quarterly, 2007, 93, (Fall), 393-412 View citations (36)
- Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply
American Economic Review, 2007, 97, (1), 530-533 View citations (13)
- The (ir)relevance of real wage rigidity in the New Keynesian model with search frictions
Journal of Monetary Economics, 2007, 54, (3), 706-727 View citations (424)
See also Working Paper The (Ir)relevance of Real Wage Rigidity in the New Keynesian Model with Search Frictions, Economics Working Paper Archive (2003) View citations (47) (2003)
2006
- A simple, structural, and empirical model of the antipodean transmission mechanism
New Zealand Economic Papers, 2006, 40, (2), 91-126 View citations (1)
See also Working Paper A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism, Reserve Bank of New Zealand Discussion Paper Series (2005) View citations (5) (2005)
- The cyclical upgrading of labor and on-the-job search
Labour Economics, 2006, 13, (4), 459-477 View citations (84)
2004
- Testing for Indeterminacy: An Application to U.S. Monetary Policy
American Economic Review, 2004, 94, (1), 190-217 View citations (971)
See also Working Paper Testing for Indeterminacy:An Application to U.S. Monetary Policy, Economics Working Paper Archive (2003) View citations (9) (2003)
2003
- Computing sunspot equilibria in linear rational expectations models
Journal of Economic Dynamics and Control, 2003, 28, (2), 273-285 View citations (300)
Chapters
2006
- A Bayesian Look at New Open Economy Macroeconomics
A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 313-382 View citations (153)
See also Working Paper A Bayesian Look at New Open Economy Macroeconomics, The Johns Hopkins University,Department of Economics (2005) View citations (395) (2005)
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